Inside and Inside: Efficient Anomaly Detection by Fully Capturing the Detailed Dynamics

Abstract

Anomaly detection in sequential signals is gaining prominence, especially with limited training data and timeliness requirements. Fully extracting the data-inside changing information, we propose a novel Wavelet-Enhanced Reservoir Computing framework (WE-Res). Our framework uses Discrete Wavelet Transform (DWT) to decompose signals for multi-level detail and trend extraction recursively. Each level is fitted using an Echo State Network (ESN) respectively, extracting its inside dynamic features into fitted models. Integrating these dynamic features creates a "multi-level dynamic feature" that enhances signal representation, aiding in distinguishing between normal and anomalous patterns. We further introduce a dual-objective optimization to refine ESNs’ reservoirs, increasing the fitting accuracy and improving category discrimination among the captured features. Validation on real-world data confirms our method’s effectiveness, especially in data-limited scenarios and less training time compared to recent baselines.